One Vs. Rest Logistic Regression

20 Dec 2017

On their own, logistic regressions are only binary classifiers, meaning they cannot handle target vectors with more than two classes. However, there are clever extensions to logistic regression to do just that. In one-vs-rest logistic regression (OVR) a separate model is trained for each class predicted whether an observation is that class or not (thus making it a binary classification problem). It assumes that each classification problem (e.g. class 0 or not) is independent.